Econometric analysis of structural systems with permanent and transitory shocks

Adrian Pagan and Mohammad Pesaran

Journal of Economic Dynamics and Control, 2008, vol. 32, issue 10, 3376-3395

Date: 2008
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Working Paper: Econometric Analysis of Structural Systems with Permanent and Transitory Shocks (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:32:y:2008:i:10:p:3376-3395

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